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I'm new to this game and on my third try with Denmark. This time with a little more success than my first attempt.

I took a loan (I have read borrowing is a "dead-sin" - but I needed them). Made a big army and kicked the teeth out of Sweden. Then turned against Hamburg and Bremen (they were allied on only one war-declaration was needed). Won that.

Next step was going overseas via the small islands. Now I have a whole Southafrica, Australia, some of the spicy-islands north of Australia, and very large areas of South- and Northamerica.

***
But severel times I have to go back to an earlier save, because Scotland continues to drag me into war. And Scotland is allied with France, who has become a big AI-bastard on the map. I'm simply not strong enough to win a war against one of the big nations. How the h.ck that nation (and several others) have reached land- and naval-evels MUCH higher than me in less than 200 year.......... I do wonder.

There is nothing that beats the sheer thrill of turning your small pitiful band of people you call a country into something great.

Its really weird...you yourself irl start believing in them, you share their pain, and share their joy...and their epitome, a small, or nearly dead country...its like you feel the power of God and hope coursing through your veins as you click the mouse, and hit the spacebar.

Byz of course is the most ready expression of this, playing them is almost like a drug, a high.

Another way I'll do it is say, releasing a nation from another, and playing as them, or picking a small/opm and giving them a different reloigion, and see where we can go from there.

After playing around a bit Navarra has emerged as my favourite. I always thought Holland started with the best sliders, but they are nothing compared to the goodness of navarra. You can be in the New world by 1420, get Asian trade by 1430 and have an income of over 1000 before 1450 draws to a close and before you even start to colonize. Once the carrib and Indonesia is under the rightful rule of the basque people you will have incredibly good income.

EU1/EU2 - Muscovy - "it all belongs to mother Russia" I still get a good laugh when I remember their 2 best generals January and February in action but since attrition is not as big a factor in EU3 and when the game was first released you needed QFTNW just to fight kazan and sibir

I miss "we have seen this before" as an event option... Ah, the good old days of avoiding wars for 30 years so as to not trigger the Oprichnina. I kind of miss all the nation specific event chains, OTOH the BWB was quite ridiculous...

I've always enjoyed playing as Scotland, releasing the various nations of Britain and then colonising. Only problem is England attack nearly as regularly as a horde, so you have to seriously curd stomp them at which point you might as well form britain - which would have been easier had you started as england. The good thing about scotland though is you can keep England at such a size where they are still agreesive, yet not threateningly big and use this to keep military tradition high.

Any of the Indonesian countries, the Mongol Khanate, Holstein...
If I want to be a badass, I play as Bohemia.
Turning Switzerland into a colonial Kingdom is kinda fun too... same goes for a bunch of OPMs near France.
If you want a real challenge try to be successful as a French vassal like Berry. Avignon can make for an exciting game too.